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EDEU.DE vs. EXSH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDEU.DE vs. EXSH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy ESG Dividend Europe UCITS ETF (EDEU.DE) and iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EDEU.DE achieves a 9.32% return, which is significantly lower than EXSH.DE's 13.96% return.


EDEU.DE

1D
0.63%
1M
1.70%
YTD
9.32%
6M
11.88%
1Y
20.67%
3Y*
19.59%
5Y*
10.51%
10Y*

EXSH.DE

1D
0.47%
1M
4.04%
YTD
13.96%
6M
19.08%
1Y
32.41%
3Y*
23.40%
5Y*
12.78%
10Y*
10.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDEU.DE vs. EXSH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDEU.DE
BNP Paribas Easy ESG Dividend Europe UCITS ETF
9.32%28.12%11.83%16.84%-12.98%27.34%-14.08%23.54%-20.58%3.83%
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
13.96%44.94%5.72%10.87%-9.92%23.55%-9.64%27.73%-4.87%1.58%

Correlation

The correlation between EDEU.DE and EXSH.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2017

0.83

The correlation between EDEU.DE and EXSH.DE has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

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Return for Risk

EDEU.DE vs. EXSH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EDEU.DE
EDEU.DE Risk / Return Rank: 5555
Overall Rank
EDEU.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EDEU.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
EDEU.DE Omega Ratio Rank: 5454
Omega Ratio Rank
EDEU.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
EDEU.DE Martin Ratio Rank: 5757
Martin Ratio Rank

EXSH.DE
EXSH.DE Risk / Return Rank: 8383
Overall Rank
EXSH.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EXSH.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
EXSH.DE Omega Ratio Rank: 8181
Omega Ratio Rank
EXSH.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
EXSH.DE Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EDEU.DE vs. EXSH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ESG Dividend Europe UCITS ETF (EDEU.DE) and iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


EDEU.DEEXSH.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.19

Omega ratioGain probability vs. loss probability

1.33

1.48

-0.15

Calmar ratioReturn relative to maximum drawdown

2.90

4.85

-1.95

Martin ratioReturn relative to average drawdown

9.77

16.10

-6.33

EDEU.DE vs. EXSH.DE - Sharpe Ratio Comparison

The current EDEU.DE Sharpe Ratio is 1.81, which is lower than the EXSH.DE Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of EDEU.DE and EXSH.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EDEU.DEEXSH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

2.69

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.86

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.32

+0.05

Drawdowns

EDEU.DE vs. EXSH.DE - Drawdown Comparison

The maximum EDEU.DE drawdown since its inception was -47.82%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for EDEU.DE and EXSH.DE.


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Drawdown Indicators


EDEU.DEEXSH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.82%

-70.20%

+22.38%

Max Drawdown (1Y)

Largest decline over 1 year

-7.09%

-6.65%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-14.57%

-14.43%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.98%

-22.98%

-2.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.34%

Current Drawdown

Current decline from peak

-2.41%

-1.87%

-0.54%

Average Drawdown

Average peak-to-trough decline

-9.17%

-22.15%

+12.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.01%

+0.10%

Volatility

EDEU.DE vs. EXSH.DE - Volatility Comparison

The current volatility for BNP Paribas Easy ESG Dividend Europe UCITS ETF (EDEU.DE) is 3.38%, while iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) has a volatility of 3.90%. This indicates that EDEU.DE experiences smaller price fluctuations and is considered to be less risky than EXSH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDEU.DEEXSH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

3.90%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

9.77%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.35%

11.99%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

14.61%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.44%

17.15%

+1.29%

EDEU.DE vs. EXSH.DE - Expense Ratio Comparison

EDEU.DE has a 0.31% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.


Dividends

EDEU.DE vs. EXSH.DE - Dividend Comparison

EDEU.DE has not paid dividends to shareholders, while EXSH.DE's dividend yield for the trailing twelve months is around 4.47%.


PositionTTM20252024202320222021202020192018201720162015
EDEU.DE
BNP Paribas Easy ESG Dividend Europe UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
4.47%5.15%5.86%6.39%6.06%3.77%3.58%4.50%4.42%5.03%4.99%3.96%

Frequently Asked Questions


EDEU.DE and EXSH.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EDEU.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EDEU.DE is cheaper with a 0.31% expense ratio, compared with 0.32% for EXSH.DE.

EDEU.DE tracks BNP Paribas High Dividend Europe ESG, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.31% for EDEU.DE and 0.32% for EXSH.DE.

Portfolio Optimizer

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